+311.0%
SPYM vs FHN
+81.8%
+229.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +2.6% | +2.1% | +0.4% | +2.0% |
| 30D | -2.0% | +3.8% | -5.8% | -2.9% |
| 3M | -2.8% | -8.9% | +6.2% | -0.6% |
| 6M | +2.2% | +1.8% | +0.3% | +1.5% |
| YTD | +11.5% | +0.6% | +11.0% | +10.9% |
| 1Y | +13.5% | +12.9% | +0.6% | +9.7% |
| 3Y | +78.0% | +126.4% | -48.3% | +43.2% |
| 5Y | +73.1% | +62.3% | +10.9% | +42.9% |
| All | +311.0% | +81.8% | +229.1% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling